PAULX vs. VITPX
PAULX (T. Rowe Price U.S. Large-Cap Core Fund) and VITPX (Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares) are both Large Cap Blend Equities funds. Over the past 10 years, PAULX returned 13.25%/yr vs 15.19%/yr for VITPX. With a 0.97 correlation, they move nearly in lockstep. PAULX charges 0.97%/yr vs 0.02%/yr for VITPX.
Performance
PAULX vs. VITPX - Performance Comparison
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Returns By Period
In the year-to-date period, PAULX achieves a 8.96% return, which is significantly lower than VITPX's 11.99% return. Over the past 10 years, PAULX has underperformed VITPX with an annualized return of 13.25%, while VITPX has yielded a comparatively higher 15.19% annualized return.
PAULX
- 1D
- 0.34%
- 1M
- 3.41%
- YTD
- 8.96%
- 6M
- 8.59%
- 1Y
- 20.06%
- 3Y*
- 19.40%
- 5Y*
- 11.62%
- 10Y*
- 13.25%
VITPX
- 1D
- 0.24%
- 1M
- 5.76%
- YTD
- 11.99%
- 6M
- 11.89%
- 1Y
- 29.15%
- 3Y*
- 22.92%
- 5Y*
- 13.38%
- 10Y*
- 15.19%
PAULX vs. VITPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PAULX T. Rowe Price U.S. Large-Cap Core Fund | 8.96% | 12.43% | 22.59% | 22.23% | -15.42% | 25.18% | 15.25% | 29.16% | -3.65% | 20.22% |
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares | 11.99% | 17.17% | 25.43% | 26.01% | -19.48% | 25.76% | 20.95% | 30.87% | -5.59% | 20.51% |
Correlation
The correlation between PAULX and VITPX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2009 | 0.97 |
The correlation between PAULX and VITPX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
PAULX vs. VITPX — Risk / Return Rank
PAULX
VITPX
PAULX vs. VITPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. Large-Cap Core Fund (PAULX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| PAULX | VITPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.44 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.40 | 3.38 | -0.98 |
| Martin ratioReturn relative to average drawdown | 10.83 | 15.60 | -4.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PAULX | VITPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 2.47 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.78 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.83 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.51 | +0.35 |
Drawdowns
PAULX vs. VITPX - Drawdown Comparison
The maximum PAULX drawdown since its inception was -33.69%, smaller than the maximum VITPX drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for PAULX and VITPX.
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Drawdown Indicators
| PAULX | VITPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.69% | -55.28% | +21.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -8.92% | +0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -17.33% | -19.35% | +2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -23.11% | -25.31% | +2.20% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | -34.99% | +1.30% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -8.02% | +4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.93% | -0.03% |
Volatility
PAULX vs. VITPX - Volatility Comparison
T. Rowe Price U.S. Large-Cap Core Fund (PAULX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX) have volatilities of 2.96% and 2.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PAULX | VITPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 2.94% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.41% | 9.19% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.98% | 12.19% | -1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 17.35% | -1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 18.41% | -1.43% |
PAULX vs. VITPX - Expense Ratio Comparison
PAULX has a 0.97% expense ratio, which is higher than VITPX's 0.02% expense ratio.
Dividends
PAULX vs. VITPX - Dividend Comparison
PAULX's dividend yield for the trailing twelve months is around 6.79%, more than VITPX's 2.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAULX T. Rowe Price U.S. Large-Cap Core Fund | 6.79% | 7.40% | 6.30% | 0.16% | 4.05% | 6.85% | 0.59% | 3.21% | 7.52% | 2.10% | 0.59% | 5.25% |
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares | 2.24% | 2.64% | 4.14% | 2.41% | 6.48% | 5.38% | 11.57% | 2.91% | 3.93% | 1.90% | 2.80% | 2.30% |
Frequently Asked Questions
With a correlation of 0.95, PAULX and VITPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PAULX has higher volatility (2.96%) compared to VITPX (2.94%). In terms of maximum drawdown, PAULX dropped -33.69% vs VITPX's -55.28%.
VITPX currently has the higher Sharpe Ratio (2.47 vs 1.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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